Ocarina of Time

It holds the main story of all the following games. Link switches between young and old, future and past. Though in none of the other games you can change the color of the tunic, instead you will just use another armor or something. You get the horse in the game and it's the only of the three where Link has the opportunity change boots he is wearing, not like an C-item but as boots he carries all the time. In the menu you will have to press b to save.

Majora's Mask

A battle of time, you will have to play song of time or talk to a owl statue to save in this game. Link will still be a kid while his horse is nearly fully grown up while he still is a kid. Tingle is in the game and it's the only of the three where Link will use masks as something good. In OoT the only mask of use in my opinion was the Mask of Truth. Also in this game Link will not fight Ganondorf like in the other 3 Zelda games. Plus, it will be in Termina and never in Hyrule. Expect maybe the Woods you start off in.

Wind Waker

This game is not realistically graphic, instead it's animated. Link will sail and use the wind waker to control wind. You won't find out who is Zelda in the beginning. It's revealed late. Link has a sister and a grandma. Pigs will replace the Cucco's as well as Seagulls. You are in Hyrule only on missions and that is not as much as in the other games expect Majoras Mask when you are in Termina.

Twilight Princess lets Link turn into a wolf. The pegi is 12 instead of 7 like in other games. It's very realistic. Released to two consoles unlike other games though they change some things on the two systems. Link starts of with Epona from the beginning of the game. Unlike the others you get your horse very late in the game. Well think of other differences guys. And I am out of here.

:)